+31.2%
CNH vs JBHT
+245.6%
-214.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.4% | -2.1% |
| 7D | -0.4% | -1.4% | +1.0% | +0.4% |
| 30D | -15.2% | -3.1% | -12.2% | -14.0% |
| 3M | +4.3% | -19.5% | +23.8% | +15.2% |
| 6M | +10.1% | -9.6% | +19.6% | +13.6% |
| YTD | +23.2% | +13.3% | +9.9% | +12.9% |
| 1Y | +8.5% | +29.7% | -21.2% | -7.4% |
| 3Y | +4.1% | +28.3% | -24.2% | -14.3% |
| 5Y | -17.8% | +18.5% | -36.3% | -31.8% |
| 10Y | +113.3% | +198.1% | -84.8% | -1.7% |
| All | +31.2% | +245.6% | -214.4% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling